+112.2%
DT vs RCAT
-33.4%
+145.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.5% | +7.1% | +0.8% |
| 7D | -0.5% | -2.3% | +1.8% | -0.5% |
| 30D | +0.1% | -18.7% | +18.8% | +0.6% |
| 3M | +24.1% | -29.3% | +53.4% | +25.1% |
| 6M | +30.1% | -42.3% | +72.4% | +31.4% |
| YTD | +16.8% | +2.5% | +14.2% | +15.6% |
| 1Y | -0.1% | -5.7% | +5.6% | -1.4% |
| 3Y | +6.8% | +764.9% | -758.1% | -3.5% |
| 5Y | -28.4% | +182.3% | -210.7% | -34.6% |
| All | +112.2% | -33.4% | +145.5% | +57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RCAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling